Initialize ModelCheckpoint state as early as possible

[awaelchli]

What does this PR do?

Fixes #11110
Fixes a combination of two bugs discovered in #10995.

1. The test test_callbacks_state_fit_ckpt_path ran with max_steps=1 instead of max_epochs=1 never creating a checkpoint. This had the effect of hiding bug 2:
2. The state does not get reloaded because the state_key does not match. This is a regression caused by Deprecate callback hooks on_init_start and on_init_end #10940 which has moved the code in ModelCheckpoint.on_init_end to ModelCheckpoint.on_pretrain_routine_start, causing the Trainer to attempt reloading the state BEFORE the state_key is fully defined. In particular, the save_on_train_epoch_end key gets determined lazily.

This PR fixes these two issues by setting max_epochs=1 in the test and moving the implementation of ModelCheckpoint.on_pretrain_routine_start to ModelCheckpoint.setup which runs BEFORE callback states are reloaded.

The latter is a hotfix, but a discussion should be held whether we want to reintroduce/de-deprecate on_init_end.
@ananthsub @daniellepintz @justusschock

The bug is not present in any release. Milestone 1.6.

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Part of #1 (it's a lie, this is just here to avoid noisy GitHub bot)

cc @Borda @tchaton @carmocca @awaelchli @ninginthecloud @jjenniferdai

[daniellepintz]

super nit from the description:

which has moved the code in ModelCheckpoint.on_init_end to ModelCheckpoint.setup

do you mean "which has moved the code in ModelCheckpoint.on_init_end to ModelCheckpoint.on_pretrain_routine_start"?

[awaelchli]

Yes, typo in update. Was meant to say that this PR moves ModelCheckpoint.on_pretrain_routine_start to ModelCheckpoint.setup